What is indirect lighting and why do I have to bake it in EEVEE?
It doesn't have anything to do with how eevee works, indirect lightning is referred to be as a lighting which doesn't directly fall on the camera and is reflected from some other surface. Eevee only approximates it and you get much more realistic and better results if you bake it, you can even limit the area for which it is calculated by using a light probe and then selecting bake all probes under eevee render settings.
Here is blender's official documentation about the topic:
https://docs.blender.org/manual/en/latest/render/eevee/render_settings/indirect_lighting.html